Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52152.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48025.0 Kr¶

PnL: ---------------------------------------> -907.0 Kr¶

DD now: ---------------------------------> -1.822 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:37:18.441498'

Anic Portfolio¶

Today¶

Return: 0.149 %¶

This Week¶

Return: -0.313 %¶

Total portfolio value¶

Return including deposits: 70.734 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.640000 700.700000 61.700000 9.660000 638.999984
Xvivo Perfusion 3 -0.680000 876.000000 31.000000 3.670000 845.000001
Biotage 4 0.900000 629.600000 26.600000 4.410000 603.000000
Vitrolife 3 1.210000 700.800000 23.800000 3.520000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.190000 682.630000 20.630000 3.120000 661.999988
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Humana 40 4.110000 689.600000 15.600000 2.310000 674.000000
Fortnox 10 0.950000 682.800000 14.800000 2.220000 668.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
SynAct Pharma 9 -0.550000 654.300000 9.300000 1.440000 645.000003
NCC B 7 0.320000 658.700000 4.700000 0.720000 653.999997
Addnode Group B 6 -0.790000 754.200000 2.200000 0.290000 751.999998
Indutrade 5 -0.560000 1321.000000 1.000000 0.080000 1320.000000
Volati 5 0.170000 574.000000 0.000000 0.000000 574.000000
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Investor B 3 -0.510000 645.450000 -12.550000 -1.910000 657.999999
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
Sedana Medical 135 4.380000 4314.600000 -16.400000 -0.380000 4330.999935
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Gaming Innovation Group 161 0.000000 4145.750000 -42.250000 -1.010000 4187.999942
Ambea 68 0.880000 2487.440000 -49.560000 -1.950000 2537.000032
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.740000 3440.000000 -105.000000 -2.960000 3545.000000
New Wave B 40 -0.740000 3732.000000 -184.000000 -4.700000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.870000 2623.300000 -343.700000 -11.580000 2966.999993
TOTAL 48023.820000 -908.180000 -1.81712% 48931.999868

Updated:¶

'2023-06-14 15:36:48.867339'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶